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Related papers: Bayesian Distributional Policy Gradients

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Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we…

Machine Learning · Computer Science 2023-07-14 Jinmei Liu , Zhi Wang , Chunlin Chen , Daoyi Dong

In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been…

Artificial Intelligence · Computer Science 2016-09-28 Michael Castronovo , Damien Ernst , Adrien Couetoux , Raphael Fonteneau

Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was…

Machine Learning · Statistics 2018-02-23 Mark Rowland , Marc G. Bellemare , Will Dabney , Rémi Munos , Yee Whye Teh

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

Machine Learning · Computer Science 2024-10-29 Yuting Tang , Xin-Qiang Cai , Yao-Xiang Ding , Qiyu Wu , Guoqing Liu , Masashi Sugiyama

Bayesian reinforcement learning (RL) offers a principled and elegant approach for sequential decision making under uncertainty. Most notably, Bayesian agents do not face an exploration/exploitation dilemma, a major pathology of frequentist…

Machine Learning · Computer Science 2024-06-26 Mattie Fellows , Brandon Kaplowitz , Christian Schroeder de Witt , Shimon Whiteson

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

Bayesian reinforcement learning (BRL) offers a decision-theoretic solution for reinforcement learning. While "model-based" BRL algorithms have focused either on maintaining a posterior distribution on models or value functions and combining…

Machine Learning · Computer Science 2020-07-03 Hannes Eriksson , Emilio Jorge , Christos Dimitrakakis , Debabrota Basu , Divya Grover

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman